-16.1%
BA vs GME
+105.0%
-121.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -0.6% | +6.0% | -6.5% | -0.7% |
| 30D | -8.0% | -5.9% | -2.1% | -7.8% |
| 3M | -25.8% | +38.2% | -64.0% | -26.6% |
| 6M | -27.6% | +14.5% | -42.1% | -28.0% |
| YTD | -21.0% | +27.6% | -48.6% | -21.8% |
| 1Y | -12.3% | +19.9% | -32.2% | -13.0% |
| All | -16.1% | +105.0% | -121.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling